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~person:"Ranaldo, Angelo"
~person:"Santucci de Magistris, Paolo"
~subject:"Volatility jumps"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Ranaldo, Angelo
Santucci de Magistris, Paolo
Barletta, Andrea
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Caporin, Massimiliano
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Rossi, Eduardo
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Violante, Francesco
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A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
Saved in:
2
Chasing volatility : a persistent multiplicative error model with jumps
Caporin, Massimiliano
;
Rossi, Eduardo
;
Santucci de …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 122-145
Persistent link: https://www.econbiz.de/10011818372
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